+152.4%
DKNG vs IYR
+36.4%
+116.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.6% |
| 7D | +3.0% | -1.4% | +4.4% | +4.3% |
| 30D | -3.0% | -2.7% | -0.4% | -0.6% |
| 3M | -17.6% | -2.1% | -15.5% | -15.9% |
| 6M | -3.2% | +3.6% | -6.8% | -6.5% |
| YTD | -28.2% | +8.1% | -36.3% | -33.5% |
| 1Y | -46.1% | +4.7% | -50.8% | -48.5% |
| 3Y | -22.2% | +29.1% | -51.3% | -39.8% |
| 5Y | -60.4% | +6.9% | -67.3% | -62.9% |
| All | +152.4% | +36.4% | +116.0% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling